ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	1,172.2	1,162.0	-10.2	-0.9%	1,152.8
High	1,172.8	1,179.4	6.6	0.6%	1,172.8
Low	1,153.4	1,159.4	6.0	0.5%	1,147.6
Close	1,162.0	1,176.3	14.3	1.2%	1,162.0
Range	19.4	20.0	0.6	3.1%	25.2
ATR	16.5	16.8	0.2	1.5%	0.0
Volume	84,273	75,866	-8,407	-10.0%	342,682

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,231.8	1,224.0	1,187.3
R3	1,211.8	1,204.0	1,181.8
R2	1,191.8	1,191.8	1,180.0
R1	1,184.0	1,184.0	1,178.3	1,187.8
PP	1,171.8	1,171.8	1,171.8	1,173.5
S1	1,164.0	1,164.0	1,174.5	1,167.8
S2	1,151.8	1,151.8	1,172.8
S3	1,131.8	1,144.0	1,170.8
S4	1,111.8	1,124.0	1,165.3

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,236.5	1,224.5	1,175.8
R3	1,211.3	1,199.3	1,169.0
R2	1,186.0	1,186.0	1,166.5
R1	1,174.0	1,174.0	1,164.3	1,180.0
PP	1,160.8	1,160.8	1,160.8	1,163.8
S1	1,148.8	1,148.8	1,159.8	1,154.8
S2	1,135.5	1,135.5	1,157.5
S3	1,110.5	1,123.5	1,155.0
S4	1,085.3	1,098.5	1,148.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,179.4	1,147.6	31.8	2.7%	16.3	1.4%	90%	True	False	83,709
10	1,179.4	1,106.1	73.3	6.2%	15.0	1.3%	96%	True	False	79,135
20	1,179.4	1,082.7	96.7	8.2%	17.0	1.5%	97%	True	False	90,018
40	1,179.4	1,082.7	96.7	8.2%	16.8	1.4%	97%	True	False	88,650
60	1,179.4	1,054.2	125.2	10.6%	17.3	1.5%	98%	True	False	93,036
80	1,179.4	954.3	225.1	19.1%	16.8	1.4%	99%	True	False	71,347
100	1,179.4	945.2	234.2	19.9%	15.3	1.3%	99%	True	False	57,079
120	1,179.4	945.2	234.2	19.9%	13.5	1.2%	99%	True	False	47,566

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,264.5
2.618	1,231.8
1.618	1,211.8
1.000	1,199.5
0.618	1,191.8
HIGH	1,179.5
0.618	1,171.8
0.500	1,169.5
0.382	1,167.0
LOW	1,159.5
0.618	1,147.0
1.000	1,139.5
1.618	1,127.0
2.618	1,107.0
4.250	1,074.5

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	1,174.0	1,173.0
PP	1,171.8	1,169.8
S1	1,169.5	1,166.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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